Lecture 6

11 Fevereiro 2026, 08:00 • Nuno Sobreira

Checking in R the main properties of ARMA processes. Simulating data from ARMA processes using R. Main properties of MA processes.

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Lecture 5

9 Fevereiro 2026, 08:00 • Nuno Sobreira

How to check if a time series is stationary? Theory and practice. Introduction to chapter 2.

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Lecture 4

4 Fevereiro 2026, 08:00 • Nuno Sobreira

The importance of stationarity and weak dependence for time series analysis. How to check if a time series is stationary? Theory and practice.

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Lecture 3

2 Fevereiro 2026, 08:00 • Nuno Sobreira

Main objectives of time series analysis. Main empirical patterns of time series data. Motivation for ARMA models.

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Lecture 2

28 Janeiro 2026, 08:00 • Nuno Sobreira

Working with time series data with R based on the tidyverse and fpp3 packages

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